On properties of a flow generated by an SDE with discontinuous drift

Published 5 Jul 2012 in math.PR | (1207.1267v2)

Abstract: We consider a stochastic flow on $\mathds{R}$ generated by an SDE with its drift being a function of bounded variation. We show that the flow is differentiable with respect to the initial conditions. Asymptotic properties of the flow are studied.

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